0 1 INN Account Number: FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio January 01, 2004 - January 31, 2004 JPMorgan Private Bank Page 23 of 53 Trade Dale Settlement Date Currency Amount Counter Currency Amour: Contract Rate RevaluabOn Rate Contracted Base Amount USD Revalued Amaral USD Rented GaitYLoss USD Settled Foreign Exchange Contracts continued Jan 16 04 Jan 27 04 AUD - 10,000,000.00 USD 7,624,000.00 0.762400 1.286150 7,624,000.00 - 7,775,142.86 - 151,142.86 Jan 20 04 Jan 27 04 AUD 10,000,000.00 USD - 7,688,000.00 0.768800 1.286150 - 7,688,000.00 7,775,142.86 87,142.86 EURO CURRENCY - Jan 804 Jan 12 04 U S DOLLAR EUR 10,000,000.00 USD - 12,567,000.00 1.256700 1.256700 - 12,567,000.00 12,567,000.00 Jan 804 Jan 12 04 EUR - 10,000,000.00 USD 12,713,000.00 1.271300 1.256700 12,713,000.00 - 12,567,000.00 146,000.00 Nov 18 03 Jan 20 04 EUR 5,000,000.00 USD - 5,963,500.00 1.192700 1.256913 - 5,963,500.00 6,284,565.10 321,065.10 Dec 31 03 Jan 20 04 EUR - 5,000,000.00 USD 6,301,000.00 1.260200 1.256913 6,301,000.00 - 6,284,565.10 16,434.90 Jan 12 04 Jan 21 04 EUR 10,000,000.00 USD - 12,773,000.00 1.277300 1.262467 - 12,773,000.00 12,624,668.60 - 148,331.40 Jan 13 04 Jan 21 04 EUR - 5,000,000.00 USD 6,384,000.00 1.276800 1.262467 6,384,000.00 - 6,312,334.30 71,665.70 Jan 13 04 Jan 21 04 EUR - 5,000,000.00 USD 6,371,500.00 1.274300 1.262467 6,371,500.00 - 6,312,334.30 59,165.70 Jan 16 04 Jan 27 04 EUR 10,000,000.00 USD 12,365,000.00 1.236500 1.260955 12,365,000.00 - 12,609,545.42 - 244,545.42 Jan 20 04 Jan 27 04 EUR 10,000,000.00 USD - 12,511,000.00 1.251100 1.260955 - 12,511,000.00 12,609,545.42 98,545.42 POUND STERLING - U S DOLLAR Nov 18 03 Jan 20 04 GBP 5,000,000.00 USD - 8,475,000.00 1.695000 1.817191 - 8,475,000.00 9,085,953.11 610,953.11 Jan 604 Jan 20